RegressionCommon`
RegressionCommon`

JackknifedVariance

As of Version 7.0, JackknifedVariance has been renamed to "SingleDeletionVariances" and has become a property of LinearModelFit.

JackknifedVariance

is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the list of jackknifed variance estimates.

Details

  • To use JackknifedVariance, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
  • JackknifedVariance gives a list of variance estimates with the data elements removed.
  • The i^(th) element in the list is the variance estimate with i^(th) element of the data set omitted.

Examples

Basic Examples  (1)

In[1]:=
Click for copyable input

Sample data:

In[2]:=
Click for copyable input

JackknifedVariance for a linear regression:

In[3]:=
Click for copyable input
Out[3]=

See Also

EstimatedVariance  StudentizedResiduals

Tutorials